Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-03-23 0.323681 0.354067 0.387100 0.425864 0.470345 0.520078 0.580294
2025-03-30 0.286555 0.325512 0.370238 0.425946 0.494269 0.576406 0.684302
2025-04-06 0.258727 0.302328 0.354507 0.422605 0.510750 0.623379 0.782307
2025-04-13 0.231485 0.276273 0.331583 0.406426 0.507544 0.643368 0.847053
2025-04-20 0.216746 0.263918 0.323950 0.408103 0.526778 0.694582 0.963059
2025-04-27 0.203933 0.252636 0.316255 0.408267 0.543154 0.743192 1.083806
2025-05-04 0.192724 0.242379 0.308751 0.407473 0.557417 0.789946 1.210516
2025-05-11 0.184052 0.234751 0.304001 0.409792 0.576100 0.845734 1.364642
2025-05-18 0.171965 0.221527 0.290273 0.397338 0.569946 0.859248 1.443265
2025-05-25 0.160444 0.208374 0.275699 0.382240 0.557675 0.860171 1.496864
2025-06-01 0.154466 0.202703 0.271567 0.382823 0.571182 0.908501 1.660365
2025-06-08 0.152002 0.201882 0.274450 0.394589 0.604876 0.999363 1.944985
2025-06-15 0.147657 0.198213 0.273014 0.399609 0.628082 1.075812 2.228110
2025-06-22 0.142778 0.193449 0.269533 0.400838 0.644415 1.141271 2.509592
2025-06-29 0.137502 0.187788 0.264258 0.398491 0.653608 1.193121 2.775661
2025-07-06 0.130040 0.178428 0.252565 0.384019 0.637516 1.185506 2.857612
2025-07-13 0.126520 0.174979 0.250176 0.385838 0.654125 1.256960 3.232893
2025-07-20 0.122950 0.171268 0.247122 0.386161 0.667650 1.323805 3.631673
2025-07-27 0.119444 0.167486 0.243719 0.385534 0.679056 1.387786 4.061928
2025-08-03 0.116689 0.164767 0.241925 0.387745 0.696843 1.472691 4.645328
2025-08-10 0.111665 0.158197 0.233281 0.376262 0.682875 1.467347 4.809413
2025-08-17 0.106488 0.151209 0.223640 0.362298 0.662051 1.439343 4.849348
2025-08-24 0.104096 0.148660 0.221518 0.362854 0.674715 1.511789 5.479708